Application of double asymptotics and random matrix theory in error estimation of regularized linear discriminant analysis

机译：双渐近和随机矩阵理论在正则线性判别分析误差估计中的应用

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

The theory of double asymptotics and random matrices has been employed to construct a nearly unbiased estimator of true error rate of linear discriminant analysis with ridge estimator of inverse covariance matrix in the multivariate Gaussian model. In such a scenario, the performance of the constructed estimator, as measured by Root-Mean-Square (RMS) error, shows improvement over well-known estimators of true error.

机译：利用多元渐近理论和随机矩阵理论，利用多元高斯模型中逆协方差矩阵的岭估计，构造了线性判别分析的真实误差率的近似估计。在这种情况下，构造的估计器的性能（通过均方根（RMS）误差度量）显示出优于已知的真实误差估计器的改进。

著录项

来源
《IEEE Global Conference on Signal and Information Processing》|2013年|57-59|共3页
会议地点
作者
Zollanvari Amin; Dougherty Edward R.;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类
关键词
Double asymptotics; Kolmogorov asymptotics; Linear discriminant analysis; Random matrix theory; Small-Sample;

机译：双重渐近; Kolmogorov渐近;线性判别分析;随机矩阵理论;小样本;

相似文献

外文文献
中文文献
专利

1. Asymptotically Bias-Corrected Regularized Linear Discriminant Analysis for Cost-Sensitive Binary Classification [J] . Amin Zollanvari, Muratkhan Abdirash, Aresh Dadlani, IEEE signal processing letters . 2019,第9期

机译：成本敏感型二元分类的渐近偏差校正正则线性判别分析
2. Asymptotically optimal estimation in a linear regression problem with random errors in coefficients [J] . Linke YY, Sakhanenko AI Siberian Mathematical Journal . 2010,第1期

机译：系数具有随机误差的线性回归问题的渐近最优估计
3. Asymptotically normal estimation in the linear-fractional regression problem with random errors in coefficients [J] . Yu. Yu. Linke, A. I. Sakhanenko Siberian Mathematical Journal . 2008,第3期

机译：系数具有随机误差的线性分数回归问题的渐近正态估计
4. Application of double asymptotics and random matrix theory in error estimation of regularized linear discriminant analysis [C] . Zollanvari Amin, Dougherty Edward R. IEEE Global Conference on Signal and Information Processing . 2013

机译：双渐近学和随机矩阵理论在正规化线性判别分析误差估计中的应用
5. ASYMPTOTIC DISTRIBUTIONS OF LATENT ROOTS IN CANONICAL CORRELATION ANALYSIS AND IN DISCRIMINANT ANALYSIS WITH APPLICATIONS TO TESTING AND ESTIMATION. [D] . GLYNN, WILLIAM JAMES. 1977

机译：典范相关分析和判别分析中隐根的渐近分布及其在测试和估计中的应用。
6. On Kolmogorov Asymptotics of Estimators of the Misclassification Error Rate in Linear Discriminant Analysis [O] . Amin Zollanvari, Marc G. Genton -1

机译：线性判别分析中误分类错误率估计的Kolmogorov渐近性
7. Adaptive Nonlinear Discriminant Analysis by Regularized Minimum Squared Errors [O] . Hyunsoo Kim, Barry L. Drake, Haesun Park 2005

机译：正则化最小平方误差的自适应非线性判别分析
8. Asymptotic Distributions of Latent Roots in Canonical Correction Analysis and in Discriminant Analysis with Applications to Testing and Estimation. [R] . Glynn, W. J. 1977

机译：正则修正分析中潜在根的渐近分布及判别分析及其在测试和估计中的应用。

Application of double asymptotics and random matrix theory in error estimation of regularized linear discriminant analysis

摘要

著录项

相似文献

相关主题

期刊订阅